Tag Archives: Eugene Fama

Eugene Fama (the father of the efficient markets hypothesis): Here’s historical evidence that momentum trading doesn’t work.

New York Times: What the Past Can’t Tell Investors I am linking to the story so as to create an opportunity for commenting, below.

Posted in Economics, Finance, Financial Markets | Tagged , , , , | 5 Comments

Efficient Market Hypothesis

Wikipedia: In finance, the efficient market hypothesis (EMH) asserts that financial markets are “informationally efficient”, or that prices on traded assets, e.g., stocks, bonds, or property, already reflect all known information and therefore are unbiased in the sense that they … Continue reading

Posted in Economics | Tagged , , , | 1 Comment

3 links

- One on One Interview with Eugene Fama – CME Credit Event Futures: options or binary credit default swap? – Breaking The Futures Monopoly

Posted in Miscellaneous | Tagged | Leave a comment